Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 220'668 CHF | 221'791 CHF | 99.43% | 99.43% |
19.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 219'569 CHF | 220'699 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 219'012 CHF | 220'142 CHF | 99.88% | 99.88% |
15.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 217'900 CHF | 219'037 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 214'313 CHF | 215'459 CHF | 98.56% | 98.56% |
13.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 211'051 CHF | 212'206 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 210'658 CHF | 211'813 CHF | 99.90% | 99.90% |
11.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 214'676 CHF | 215'822 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 210'304 CHF | 211'463 CHF | 98.30% | 98.30% |
07.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 214'857 CHF | 216'002 CHF | 100.00% | 100.00% |